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作者：Georghiou, Angelos; Tsoukalas, Angelos; Wiesemann, Wolfram
作者单位：McGill University; American University of Beirut; Imperial College London
摘要：Multistage robust optimization problems, where the decision maker can dynamically react to consecutively observed realizations of the uncertain problem parameters, pose formidable theoretical and computational challenges. As a result, the existing solution approaches for this problem class typically determine suboptimal solutions under restrictive assumptions. In this paper, we propose a robust dual dynamic programming (RDDP) scheme for multistage robust optimization problems. The RDDP scheme ...
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作者：Salemi, Peter; Staum, Jeremy; Nelson, Barry L.
作者单位：MITRE Corporation; Northwestern University
摘要：We introduce a novel class of Gaussian random fields (GRFs), called generalized integrated Brownian fields (GIBFs), focusing on the use of GIBFs for Gaussian process regression in deterministic and stochastic simulation metamodeling. We build GIBFs from the well-known Brownian motion and discuss several of their properties, including differentiability that cart differ in each coordinate, no mean reversion, and the Markov property. We explain why we desire to use GRFs with these properties and ...
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作者：Gao, Sarah Yini; Simchi-Levi, David; Teo, Chung-Piaw; Yan, Zhenzhen
作者单位：Singapore Management University; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); National University of Singapore; National University of Singapore; Nanyang Technological University
摘要：A novel approach has been proposed in the literature using the time-to-recover (TTR) parameters to analyze the risk-exposure index (REI) of supply chains under disruption. This approach is able to capture the cascading effects of disruptions in the supply chains, albeit in simplified environments; TTRs are deterministic, and at most, one node in the supply chain can be disrupted. In this paper, we propose a new method to integrate probabilistic assessment of disruption risks into the REI appro...
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作者：Huettner, Frank; Boyaci, Tamer; Akcay, Yalcin
作者单位：European School of Management & Technology; University of Melbourne
摘要：Consumers often do not have complete information about the choices they face and, therefore, have to spend time and effort acquiring information. Because information acquisition is costly, consumers trade off the value of better information against its cost and make their final product choices based on imperfect information. We model this decision using the rational inattention approach and describe the rationally inattentive consumer's choice behavior when the consumer faces alternatives with...
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作者：Wang, Dongyang; Muthuraman, Kumar; Morrice, Douglas
作者单位：University of Texas System; University of Texas Austin
摘要：Current healthcare reforms advocate significantly to improve the coordination of services around a patient-centric model. With most patient care delivered through outpatient services, the need to coordinate scheduling between different services in a hospital or colocated clinics becomes central to successful reform. Currently, outpatient services require independent appointment decisions, and the coordination is left to the patient. This approach causes several inefficiencies, including an inc...
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作者：Brandeau, Margaret L.
作者单位：Stanford University
摘要：Public health security-achieved by effectively preventing, detecting, and responding to events that affect public health such as bioterrorism, disasters, and naturally occurring disease outbreaks-is a key aspect of national security. However, effective public health preparedness depends on answering largely unanswerable questions. For example: What is the chance of a bioterror attack in the United States in the next five years? What is the chance of an anthrax attack? What might be the locatio...
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作者：Luebbecke, Elisabeth; Luebbecke, Marco E.; Moehring, Rolf H.
作者单位：RWTH Aachen University; Technical University of Berlin; Beijing University of Technology
摘要：We introduce a hard practical optimization problem, the ship traffic control problem (STCP). We study it at the Kiel Canal, which is the most frequented artificial waterway in the world. The canal is operated bidirectionally, but large ships can pass each other only in sidings. Decisions must be made about who is waiting for whom, where, and for how long, subject to a multitude of operational constraints. The objective is to minimize the total waiting times of all ships. This problem generaliz...
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作者：Bimpikis, Kostas; Candogan, Ozan; Saban, Daniela
作者单位：Stanford University
摘要：We explore spatial price discrimination in the context of a ride-sharing platform that serves a network of locations. Riders are heterogeneous in terms of their destination preferences and their willingness to pay for receiving service. Drivers decide whether and where to provide service so as to maximize their expected earnings given the platform's pricing and compensation policy. Our findings highlight the impact of the demand pattern on the platform's prices, profits, and the induced consum...
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作者：Chehrazi, Naveed; Cipriano, Lauren E.; Enns, Eva A.
作者单位：University of Texas System; University of Texas Austin; Western University (University of Western Ontario); University of Minnesota System; University of Minnesota Twin Cities
摘要：Antimicrobial resistance is a significant public health threat. In the United States alone, two million people are infected, and 23,000 die each year from antibiotic-resistant bacterial infections. In many cases, infections are resistant to all but a few remaining drugs. We examine the case in which a single drug remains and solve for the optimal treatment policy for a susceptible-infected-susceptible infectious disease model, incorporating the effects of drug resistance. The problem is formul...
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作者：Sunar, Nur; Birge, John R.; Vitavasiri, Sinit
作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of Chicago; Ericsson
摘要：We consider a firm that dynamically chooses its effort to develop a product for a network of customers represented by a connected graph. The technology of the product evolves as a real-valued stochastic process that depends on the firm's dynamic efforts over time. In addition to dynamically choosing its development effort, the firm chooses when to launch or abandon the product. If the firm launches the product, the firm also chooses a selling price, a promotional price, and a target customer t...
